+77.7%
STT vs BIDU
-17.0%
+94.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.0% | -2.4% | +3.4% | +1.2% |
| 30D | +2.8% | -16.0% | +18.7% | +4.3% |
| 3M | +18.1% | -24.0% | +42.1% | +20.9% |
| 6M | +59.2% | -24.9% | +84.1% | +62.1% |
| YTD | +51.5% | -29.6% | +81.0% | +55.0% |
| All | +77.7% | -17.0% | +94.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling